Real Options With Priced Regime-Switching Risk
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Makoto Goto & Katsumasa Nishide & Ryuta Takashima, 2013. "Irreversible Investment under Competition with a Markov Switching Regime," KIER Working Papers 861, Kyoto University, Institute of Economic Research.
More about this item
KeywordsRegime-switching risk premia; regime-dependent risk premia; real options;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies
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